STRASMORE/EXPLORE 2,170 QUERIES

The Treasury curve, June 29 close vs June 26 (populated maturities only)

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-07-26, from Market Recap: June 29, 2026, The Day in Numbers.

as of ranking 8×3read in context →
The Treasury curve, June 29 close vs June 26 (populated maturities only) — 8 rows by 3 columns, computed from US exchange, SIP and OPRA data.
curve_pointjun29_yield_pctone_day_change_bp
1 month3.711
3 month3.874
1 year3.973
2 year4.13
5 year4.142
10 year4.380
30 year4.86-1
2s10s spread0.28-3
Rows × columns
8 × 3
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for The Treasury curve, June 29 close vs June 26 (populated maturities only), derived from the stored result.
ColumnTypeRangeNotes
curve_point text 8 distinct values (1 month, 1 year, 10 year…)
jun29_yield_pct number 0.28 to 4.86 percent
one_day_change_bp number -3 to 4

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

the exact SQL behind every number 
SELECT
    t.1 AS curve_point,
    round(t.2, 2) AS jun29_yield_pct,
    round((t.2 - t.3) * 100) AS one_day_change_bp
FROM (
    SELECT arrayJoin([
        ('1 month',  toFloat64(mon.yield_1_month),  toFloat64(fri.yield_1_month)),
        ('3 month',  toFloat64(mon.yield_3_month),  toFloat64(fri.yield_3_month)),
        ('1 year',   toFloat64(mon.yield_1_year),   toFloat64(fri.yield_1_year)),
        ('2 year',   toFloat64(mon.yield_2_year),   toFloat64(fri.yield_2_year)),
        ('5 year',   toFloat64(mon.yield_5_year),   toFloat64(fri.yield_5_year)),
        ('10 year',  toFloat64(mon.yield_10_year),  toFloat64(fri.yield_10_year)),
        ('30 year',  toFloat64(mon.yield_30_year),  toFloat64(fri.yield_30_year)),
        ('2s10s spread', toFloat64(mon.yield_10_year - mon.yield_2_year), toFloat64(fri.yield_10_year - fri.yield_2_year))
    ]) AS t
    FROM (SELECT * FROM global_markets.treasury_yields WHERE date = '2026-06-29') AS mon,
         (SELECT * FROM global_markets.treasury_yields WHERE date = '2026-06-26') AS fri
)

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisMarket Recap: June 29, 2026, The Day in Numbers
Shares traded per 30-minute bucket, regular hours (billions) series 13×4 → The eleven sector baskets: June 29 vs the June 26 close, regular hours table 11×6 → Volume leaders two ways: top 6 by dollars traded, top 4 by shares traded table 10×6 → SPY / QQQ / DIA / IWM: June 29 vs the June 26 close, regular hours table 4×9 → What it cost to cross the spread: NBBO updates and median quoted width, regular hours table 4×7 → The memory/storage names: change vs Friday's close and intraday range table 4×9 → See all 2,170 queries →